This study investigates the cognitive and affective benefits of walks in a natural setting. The participants were 40 college students who completed the PANAS (an affective evaluation) and the backwards digit span task (an attention evaluation) before going on either a 5-minute or a 15-minute walk. One group walked on a natural trail setting, while the other walked in a gymnasium. After the walk, participants completed the PANAS and the backwards digit span task along with a debriefing sheet. All participants had a significantly elevated positive mood after exercise, regardless of the location or time. The group that walked on the trail made significant improvement on the backwards digit span task from the pretest to the posttest, but the group that walked in the gym did not. Participants who walked for 15 minutes in a natural setting showed the most attentional improvement. This indicates that exercise alone is sufficient to boost mood, but only natural settings also improve attentional capabilities. These results have far-reaching implications from how workdays are structured to maximize productivity, to how people combat depression.